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V-Lab

PVA Tepla AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 09:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PVA Tepla AG S0GARCH
paramt-stat
ω1.90681.47
α0.306015.34
β0.692039.28
γ1-31.7327-1.16
γ236.43921.30
γ3-6.2716-0.27
γ40.71400.03
γ56.43520.21
γ6-14.3627-0.52
γ718.52310.68
γ8-13.9201-0.45
γ9-90.9463-2.21
γ10183.87185.46
Estimation Period:
Dec 9, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts